Composite quantile regression for single-index models with asymmetric errors (Q736595)
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scientific article; zbMATH DE number 6609201
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Composite quantile regression for single-index models with asymmetric errors |
scientific article; zbMATH DE number 6609201 |
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Composite quantile regression for single-index models with asymmetric errors (English)
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4 August 2016
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composite quantile regression
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single-index model
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asymptotic relative efficiency
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symmetric and asymmetric distributions
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optimal weight vector
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0.8696038126945496
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0.8600895404815674
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0.8586161732673645
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0.8577443361282349
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0.8550423979759216
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